generalized matrix inverse | Moore-Penrose pseudoinverse

Given an m×n matrix B, the Moore-Penrose generalized matrix inverse is a unique n×m matrix pseudoinverse B^+. This matrix was independently defined by Moore in 1920 and Penrose, and variously known as the generalized inverse, pseudoinverse, or Moore-Penrose inverse. It is a matrix 1-inverse, and is implemented in the Wolfram Language as PseudoInverse[m]. The Moore-Penrose inverse satisfies B B^+ B | = | B B^+ B B^+ | = | B^+ (B B^+)^H | = | B B^+ (B^+ B)^H | = | B^+ B, where B^H is the conjugate transpose.

Drazin inverse | least squares fitting | matrix inverse | pseudoinverse